ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
128-175 |
128-230 |
0-055 |
0.1% |
128-220 |
| High |
128-245 |
128-315 |
0-070 |
0.2% |
129-125 |
| Low |
128-140 |
128-180 |
0-040 |
0.1% |
128-055 |
| Close |
128-190 |
128-290 |
0-100 |
0.2% |
128-220 |
| Range |
0-105 |
0-135 |
0-030 |
28.6% |
1-070 |
| ATR |
0-216 |
0-210 |
-0-006 |
-2.7% |
0-000 |
| Volume |
820,966 |
1,085,543 |
264,577 |
32.2% |
5,013,444 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-027 |
129-293 |
129-044 |
|
| R3 |
129-212 |
129-158 |
129-007 |
|
| R2 |
129-077 |
129-077 |
128-315 |
|
| R1 |
129-023 |
129-023 |
128-302 |
129-050 |
| PP |
128-262 |
128-262 |
128-262 |
128-275 |
| S1 |
128-208 |
128-208 |
128-278 |
128-235 |
| S2 |
128-127 |
128-127 |
128-265 |
|
| S3 |
127-312 |
128-073 |
128-253 |
|
| S4 |
127-177 |
127-258 |
128-216 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-130 |
131-245 |
129-114 |
|
| R3 |
131-060 |
130-175 |
129-007 |
|
| R2 |
129-310 |
129-310 |
128-292 |
|
| R1 |
129-105 |
129-105 |
128-256 |
129-095 |
| PP |
128-240 |
128-240 |
128-240 |
128-235 |
| S1 |
128-035 |
128-035 |
128-184 |
128-025 |
| S2 |
127-170 |
127-170 |
128-148 |
|
| S3 |
126-100 |
126-285 |
128-113 |
|
| S4 |
125-030 |
125-215 |
128-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-125 |
128-055 |
1-070 |
0.9% |
0-179 |
0.4% |
60% |
False |
False |
1,039,730 |
| 10 |
129-125 |
127-160 |
1-285 |
1.5% |
0-208 |
0.5% |
74% |
False |
False |
1,047,198 |
| 20 |
129-125 |
125-295 |
3-150 |
2.7% |
0-209 |
0.5% |
86% |
False |
False |
1,100,314 |
| 40 |
130-140 |
125-295 |
4-165 |
3.5% |
0-236 |
0.6% |
66% |
False |
False |
744,417 |
| 60 |
130-200 |
125-295 |
4-225 |
3.6% |
0-232 |
0.6% |
63% |
False |
False |
497,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-249 |
|
2.618 |
130-028 |
|
1.618 |
129-213 |
|
1.000 |
129-130 |
|
0.618 |
129-078 |
|
HIGH |
128-315 |
|
0.618 |
128-263 |
|
0.500 |
128-248 |
|
0.382 |
128-232 |
|
LOW |
128-180 |
|
0.618 |
128-097 |
|
1.000 |
128-045 |
|
1.618 |
127-282 |
|
2.618 |
127-147 |
|
4.250 |
126-246 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-276 |
128-259 |
| PP |
128-262 |
128-228 |
| S1 |
128-248 |
128-198 |
|